CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3619 |
1.3629 |
0.0010 |
0.1% |
1.3655 |
| High |
1.3625 |
1.3657 |
0.0032 |
0.2% |
1.3709 |
| Low |
1.3603 |
1.3615 |
0.0012 |
0.1% |
1.3606 |
| Close |
1.3620 |
1.3656 |
0.0036 |
0.3% |
1.3612 |
| Range |
0.0022 |
0.0042 |
0.0020 |
90.9% |
0.0103 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
686 |
487 |
-199 |
-29.0% |
1,812 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3754 |
1.3679 |
|
| R3 |
1.3727 |
1.3712 |
1.3668 |
|
| R2 |
1.3685 |
1.3685 |
1.3664 |
|
| R1 |
1.3670 |
1.3670 |
1.3660 |
1.3678 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3646 |
| S1 |
1.3628 |
1.3628 |
1.3652 |
1.3636 |
| S2 |
1.3601 |
1.3601 |
1.3648 |
|
| S3 |
1.3559 |
1.3586 |
1.3644 |
|
| S4 |
1.3517 |
1.3544 |
1.3633 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3951 |
1.3885 |
1.3669 |
|
| R3 |
1.3848 |
1.3782 |
1.3640 |
|
| R2 |
1.3745 |
1.3745 |
1.3631 |
|
| R1 |
1.3679 |
1.3679 |
1.3621 |
1.3661 |
| PP |
1.3642 |
1.3642 |
1.3642 |
1.3633 |
| S1 |
1.3576 |
1.3576 |
1.3603 |
1.3558 |
| S2 |
1.3539 |
1.3539 |
1.3593 |
|
| S3 |
1.3436 |
1.3473 |
1.3584 |
|
| S4 |
1.3333 |
1.3370 |
1.3555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3692 |
1.3588 |
0.0104 |
0.8% |
0.0041 |
0.3% |
65% |
False |
False |
977 |
| 10 |
1.3709 |
1.3588 |
0.0121 |
0.9% |
0.0042 |
0.3% |
56% |
False |
False |
703 |
| 20 |
1.3709 |
1.3518 |
0.0191 |
1.4% |
0.0046 |
0.3% |
72% |
False |
False |
527 |
| 40 |
1.3752 |
1.3510 |
0.0242 |
1.8% |
0.0048 |
0.3% |
60% |
False |
False |
459 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0044 |
0.3% |
31% |
False |
False |
315 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0041 |
0.3% |
31% |
False |
False |
243 |
| 100 |
1.3980 |
1.3510 |
0.0470 |
3.4% |
0.0038 |
0.3% |
31% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3836 |
|
2.618 |
1.3767 |
|
1.618 |
1.3725 |
|
1.000 |
1.3699 |
|
0.618 |
1.3683 |
|
HIGH |
1.3657 |
|
0.618 |
1.3641 |
|
0.500 |
1.3636 |
|
0.382 |
1.3631 |
|
LOW |
1.3615 |
|
0.618 |
1.3589 |
|
1.000 |
1.3573 |
|
1.618 |
1.3547 |
|
2.618 |
1.3505 |
|
4.250 |
1.3437 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3649 |
1.3645 |
| PP |
1.3643 |
1.3634 |
| S1 |
1.3636 |
1.3623 |
|